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Results: 84
Number of items: 84
  • de Gooijer, J. G., & Zerom Godefay, D. (1999). Kernel-based multistep-ahead predictions of the U.S. short-term interest rate. (Tinbergen Institute Discussion Paper; No. TI 1999-015/4). Tinbergen Institute.
  • de Gooijer, J. G., & Knotters, M. (1999). TARSO modeling of water table depths. Water Resources Research, (35), 695-705.
  • de Gooijer, J. G., Gannoun, A., & Larramendy, I. (1999). Nonparametric regression with serially correlated errors. (Tinbeergen Institute Discussion Paper; No. TI 1999-063/4). Tinbergen Institute. http://papers.tinbergen.nl/99063.pdf
  • de Gooijer, J. G., & Macneill, I. B. (1999). Lagged regression residuals and serial-correlation tests. Journal of Business & Economic Statistics, (17), 236-247. http://www1.fee.uva.nl/pp/bin/refereedjournalpublication1449fulltext.pdf
  • de Bruin, P. T., & de Gooijer, J. G. (1998). A comparison of ARMA and SETAR forecasts. AE-report, 6/98.
  • Kuhry, B. (1998). Trends in onderwijsdeelname. [Thesis, externally prepared, Universiteit van Amsterdam]. Sociaal en Cultureel Planbureau.
  • de Gooijer, J. G., Brännäs, K., & Teräsvirta, T. (1998). Testing linearity against nonlinear moving average models. Communications in Statistics: Theory and Methods, 27, 2025-2035. https://doi.org/10.1080/03610929808832207
  • de Gooijer, J. G., Matzner-Lober, E., & Gannoun, A. (1998). Nonparametric forecasting: a comparison of three kernel-based methods. Communications in Statistics: Theory and Methods, 27, 1593-1617. https://doi.org/10.1080/03610929808832180
  • de Gooijer, J. G. (1998). On threshold moving-average models. Journal of Time Series Analysis, 19, 1-18. http://onlinelibrary.wiley.com/doi/10.1111/1467-9892.00074/pdf
  • de Gooijer, J. G., Ray, B. K., & Kräger, H. (1998). Forecasting exchange rates using TSMARS. Journal of International Money and Finance, 17, 513-534. https://doi.org/10.1016/S0261-5606(98)00017-5
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